//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"The journal of futures markets"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Whether high frequency intrada...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
360
Volatilität
360
Börsenkurs
209
Share price
209
USA
202
United States
202
Index futures
107
Index-Futures
107
Estimation
85
Option pricing theory
85
Optionspreistheorie
85
Schätzung
85
Commodity derivative
81
Rohstoffderivat
81
Derivat
80
Derivative
80
Option trading
79
Optionsgeschäft
79
Theorie
65
Theory
65
ARCH model
45
ARCH-Modell
45
Forecasting model
43
Prognoseverfahren
43
Welt
39
World
39
Capital income
37
Hedging
37
Kapitaleinkommen
37
Aktienindex
34
Handelsvolumen der Börse
34
Stock index
34
Trading volume
34
Stochastic process
33
Stochastischer Prozess
33
Commodity exchange
28
Warenbörse
28
Aktienmarkt
27
Stock market
27
China
25
more ...
less ...
Online availability
All
Undetermined
148
Free
27
Type of publication
All
Article
514
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
515
Aufsatz in Zeitschrift
515
Conference paper
3
Konferenzbeitrag
3
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
more ...
less ...
Language
All
English
515
Author
All
Frino, Alex
9
Zhang, Jin E.
9
Daigler, Robert T.
8
Tse, Yiuman
7
Wang, George H. K.
7
Fung, Joseph K. W.
6
Webb, Robert I.
6
Bali, Turan G.
5
Chatrath, Arjun
5
Ederington, Louis H.
5
Lai, Yu-Sheng
5
Luo, Xingguo
5
Simon, David P.
5
Vipul
5
Agarwalla, Sobhesh Kumar
4
Chou, Robin K.
4
Chung, Huimin
4
Fonseca, José da
4
Frijns, Bart
4
Gay, Gerald D.
4
Hung, Mao-Wei
4
Kurov, Alexander
4
Lien, Da-hsiang Donald
4
Ramchander, Sanjay
4
Robe, Michel A.
4
Ryu, Doojin
4
Xu, Caihong
4
Bohl, Martin T.
3
Chen, Yu-Lun
3
Chen, Zhiyao
3
Christie-David, Rohan
3
Dorfman, Jeffrey H.
3
Elder, John
3
Faff, Robert W.
3
Gray, Philip K.
3
Guan, Wei
3
Holder, Mark E.
3
Huang, Zhuo
3
Karali, Berna
3
Locke, Peter R.
3
more ...
less ...
Institution
All
Asia Pacific Association of Derivatives
1
Management Development Institute <Gurgaon>
1
Published in...
All
The journal of futures markets
NBER working paper series
1,925
Working paper / National Bureau of Economic Research, Inc.
1,511
NBER Working Paper
1,463
Finance research letters
1,311
The Indian economic journal
1,264
The Indian journal of economics
1,186
The Indian journal of labour economics : a quarterly journal of Indian Society of Labour Economics
1,087
Working paper
1,085
Economic & political weekly : a Sameeksha Trust publ.
1,053
Finance India : the quarterly journal of Indian Institute of Finance
988
International review of financial analysis
946
Journal of banking & finance
924
Applied economics
887
Artha vijñāna : journal of the Gokhale Institute of Politics and Economics
885
Discussion paper series / IZA
878
Working Papers / eSocialSciences
872
Energy economics
825
The Asian economic review : journal of the Indian Institute of Economics
803
Economic developments in India : quarterly update : analysis, reports, policy documents
755
Applied economics letters
745
International review of economics & finance : IREF
745
The journal of finance : the journal of the American Finance Association
681
Journal of financial economics
674
MPRA Paper
671
Indian journal of agricultural economics
664
Economic modelling
633
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
624
Pacific-Basin finance journal
611
Foreign trade review : quarterly journal of Indian Institute of Foreign Trade
597
CESifo working papers
594
Economics letters
581
Discussion papers / CEPR
573
Research in international business and finance
559
IZA Discussion Paper
558
The North American journal of economics and finance : a journal of financial economics studies
551
Applied financial economics
538
Discussion paper / Centre for Economic Policy Research
522
Journal of risk and financial management : JRFM
512
Policy research working paper : WPS
510
more ...
less ...
Source
All
ECONIS (ZBW)
515
Showing
1
-
10
of
515
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Volatility
risk premium in Indian options prices
Garg, Sonia
;
Vipul
- In:
The journal of futures markets
35
(
2015
)
9
,
pp. 795-812
Persistent link: https://www.econbiz.de/10011392659
Saved in:
2
Expiration-day effects and the impact of short trading breaks on intraday
volatility
: evidence from the Indian market
Agarwalla, Sobhesh Kumar
;
Pandey, Ajay
- In:
The journal of futures markets
33
(
2013
)
11
,
pp. 1046-1070
Persistent link: https://www.econbiz.de/10010255103
Saved in:
3
Estimation and forecasting of stock
volatility
with range-based estimators
Vipul, Joshy Jacob
- In:
The journal of futures markets
28
(
2008
)
6
,
pp. 561-581
Persistent link: https://www.econbiz.de/10003715011
Saved in:
4
The temporal relationship between derivatives trading and spot market
volatility
in the UK : empirical analysis and Monte Carlo evidence
Kyriacou, Kyriacos
;
Sarno, Lucio
- In:
The journal of futures markets
19
(
1999
)
3
,
pp. 245-270
Persistent link: https://www.econbiz.de/10001377821
Saved in:
5
Short-run deviations and
volatility
in spot and futures stock returns : evidence from Australia, Hong Kong, and Japan
Choudhry, Taufiq
- In:
The journal of futures markets
17
(
1997
)
6
,
pp. 689-705
Persistent link: https://www.econbiz.de/10001228026
Saved in:
6
Index futures and options and stock market
volatility
Pericli, Andreas Neophytou
- In:
The journal of futures markets
17
(
1997
)
8
,
pp. 957-974
Persistent link: https://www.econbiz.de/10001232832
Saved in:
7
The impact of market-specific public information on return variance in an illiquid market
Christie-David, Rohan
- In:
The journal of futures markets
17
(
1997
)
8
,
pp. 887-908
Persistent link: https://www.econbiz.de/10001232839
Saved in:
8
Price movements and price discovery in the municipal bond index and the index futures markets
Hung, Mao-Wei
- In:
The journal of futures markets
15
(
1995
)
4
,
pp. 489-506
Persistent link: https://www.econbiz.de/10001185354
Saved in:
9
Return and
volatility
dynamics in the FT-SE 100 stock index and stock index futures markets
Abhyankar, Abhay
- In:
The journal of futures markets
15
(
1995
)
4
,
pp. 457-488
Persistent link: https://www.econbiz.de/10001185355
Saved in:
10
Finnish turn-of-the-month effects : returns, volume, and implied
volatility
Martikainen, Teppo
- In:
The journal of futures markets
15
(
1995
)
6
,
pp. 605-615
Persistent link: https://www.econbiz.de/10001186689
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->